Definition 1.4 (Skew divergence [1]}, [2]})
The skew divergence \(D^{(\lambda )}_S[p\Vert q]:\mathcal {P}\times \mathcal {P}\rightarrow [0,\infty ]\)  is defined between two Radon–Nikodym densities \(p\)  and \(q\)  of \(\mu \) -absolutely continuous probability measures by
\(D^{(\lambda )}_S[p\Vert q] &D_{KL}[p\Vert (1-\lambda )p + \lambda q] \\&= \int _\mathcal {X} p\ln \frac{p}{(1-\lambda )p + \lambda q} d\mu ,\) 
